Go to the smokies and rent a cabin! I'm going twice this winter, once with the lady friend for a weekend get away and once with all my friends and the ladies (big group). We always just stay in the cabin, but you're never too far from Gatlinburg or Pigeon Forge and there's all sorts of fun **** that's kid friendly.
Cheapest, nicest cabins I've found so far. Can't beat a badass luxury cabin with badass scenic mountain views, full kitchen, and full game room with a pool table and whatnot. Doesn't get much better than sitting in a 103 degree hot tub on a private porch over looking the mountains while sipping on yer favorite adult bevarage. :****:
http://www.outrageouscabins.com/